When it's toys, I still haven't figured it out yet. As far as stuff he shouldn't have, I just tell him to stay where he is and drop it. I don't know how it happened but he listened. Maybe others will have a better "how to." Have you tried a training class? I want to try one too for the socialization as well as reinforcing the commands.
__________________ Littlest JakJak 
We miss you Kaji 
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